Okay, heres a list of little things Ive learned so far that I felt were important. If you are a learn by experience type of person you can just play with the tutorial on and it will help explain what things are, but not necessarily how to prioritize them. Otherwise I recommend hitting up beginner videos or one of the game wikis to get a basic understanding of what things are before diving in.
Map Settings: For your first few games make sure clustered start is set to off/random. Otherwise you will always start next to a bunch of AI and that complicates the learning curve. I also recommend setting the Warp Method to Hyperdrive. Hyperdrive means ships can only travel along pre-determined roads between solar systems. This helps gives the game a much-needed sense of geography, creating bottlenecks and strategically important zones of control. It also ensures that everyone is on the same playing field in terms of how they can move, especially important while youre still learning the basics.
Depending on your computer you may not be able to run the larger map settings without hitching/lag. Small or medium for your first map should be fine. In terms of galaxy type I like 2-Arm Spiral but you can load a game of each and view the galaxy map to see which you might like best.
Species: If you make a custom species remember that its better to be really good at one thing than to be just okay at a lot of things. So, if you want to be a super militant species, pick traits and ethics that contribute to army damage and ship fire rate for example. If you want to simply overwhelm your enemies with efficiency, pick traits related to mining resource yields. This is less important for your first few games though.
Energy: If you run out of energy you will be hit with a massive -50% debuff to everything from ship fire rate to mineral production. It is extremely debilitating, especially if you are in the middle of a war, so make sure to avoid it at all costs.
However, you will have to regularly run an energy deficit during the game when you expand because Colony Ships (which settle new planets) cost 8 energy every month until the colony is established. This is a huge amount of energy in the beginning of the game and it normally takes around 2 years to establish a colony. Carefully evaluate your energy stockpile before you build a colony ship to make sure you wont run out in the meantime.
Food: Food is needed for your population to continue grow. Like energy, running out of food completely is really bad and you get negative debuffs for starvation. But unlike energy, you will get an extra bonus whenever your food storage is full and your species will reproduce faster. This also means that there is zero benefit to producing excess food above the initial cap of 200. Producing +10 food is the same as +0.1 if youre already at 200. Dont waste workers on making unnecessary food when they could be making minerals or energy.
Unity: Unity is used to unlock traditions, which are empire wide bonuses. I recommend following the Prosperity tradition for your first choice/game because it has a lot of simple to understand bonuses that are helpful right away (less energy cost to maintain buildings and units, cheaper stations, etc). Unity is like influence in that its very hard to gain unless you know how to get it but extremely powerful. Just remember that at the start of the game you can build one Unity Monument per planet and that should be a priority.
You earn +1 unity a month and the monument gives +2, so you can triple your resource collection with one building. The first tradition takes, I forget, say 400 Unity. Without the building it takes 400 months, with the building it takes 133 months. Thats an insane difference for only 100 minerals. The first tradition of prosperity reduces mineral station cost by 1/3rd so it would pay itself back after 3 stations.
Exploration: At the very beginning of the game you have a Construction ship, a Science Ship, and a Military Fleet. The word fleet is important because it is actually 3 individual ships and you can separate them by clicking the Split Fleet button. Youll want to do this because you can then send each ship to explore different parts of your surrounding area. This is very important because whenever a ship enters a system it tells you whether there is a habitable planet there or not. By sending 3 individual ships to explore instead of 1 big group, you spend a third of the time accomplishing the same thing.
The other reason to explore this way is so you can quickly figure out where your AI neighbors are. Knowing that plus where the habitable planets are helps you decide the best direction to expand your empire. It also means you only lose one ship instead of your whole fleet if you happen to run into hostile alien ships.
Surveying: You dont know whether a planet or object has resources on it until a science ship surveys it. For this reason, I usually build 1 extra Science ship at the beginning of the game (also requires hiring a scientist to command it) to double the speed of my surveying. That way I can very quickly survey my controlled territory and then quickly move on to survey areas around habitable planets outside my zone of control that I might want to colonize (which my military ships find).
Because you can only build resource collection stations inside your borders, theres no immediate reason to survey systems that wont fall in your borders. What you want to do is figure out which habitable planets have the most resource rich surrounding systems so you can decide which to colonize first.
Resource Collection: At the beginning of the game you have very little resources and will acquire resources very slowly. For this reason, you need to prioritize which resources you collect first. Minerals are required to build everything so thats your first priority in terms of building stations. For energy, its more important that you are gaining energy at all as opposed to how much youre gaining. The system only punishes you when you run out, so dont prioritize it above other things if you dont have to.
Also, dont ignore the science resources (Physics, Engineering, and Society). It can be easy to forget about this in the early game because youre so focused on minerals since thats restricting everything you can build. At the beginning of the game you only earn about 6 of each science resource per month. That means if you find a lucky planet that gives +6 Physics, collecting that resource would halve your physics research time. Small bonuses like that are very significant in the early game and can lead to compounding advantages.
That said, remember to also prioritize collection around the average resource yield of +2. I usually wait to build my initial resource stations while my 2 science ships survey my initial system(s) because I want to see if I got any +3/4 yield planets which are decently common. Since each station takes 1 energy to maintain, one +4 mineral station is actually superior to two +2 mineral stations. With two science ships working in tangent, I dont have to wait that long before knowing what my optimal build order is.
Research: The way research works is that you get offered 3 options per category and choose one. There is an invisible tech tree but you really dont have to worry about it for several games; most of the time its stuff like you need Shields level 2 before you can research Shields level 3, fairly straightforward. What you do need to know is that your leaders can influence how fast you research through their traits.
Typically, a leader will have a 10% bonus to one kind of sub-research within a field, say Genetic Engineering for Society Research. These traits are color coded based on the Research Category, green for society, blue for physics, and orange for engineering. Make sure that that each research category has a leader with a corresponding trait if possible. This is another reason I like building another science ship at the start because recruiting another scientist can help fill out the roster. You can swap your leaders in and out of the research categories and science ships, so dont hesitate to move them around if you start researching something that a different leader has a trait for.
In terms of what to look out for when researching, habitability/colonization bonuses are great because they not only increase your planets happiness cap, but they also expand the number of planets you can colonize, which expands your empires reach and your available resources. I also research Unity related things whenever possible because it is such a limited resource and I want to hit my maximum generation as soon as possible.